An efficient approximation scheme for a class of stochastic differential equations

doi:https://doi.org/10.1007/bfb0004526

Book Chapter10.1007/bfb0004526

An efficient approximation scheme for a class of stochastic differential equations

J. M. C. Clark-2005-10-05-Lecture notes in control and information sciences

25

Chat with Paper

AI Agents for this Paper

No abstract available for this paper.

Keywords

Class (philosophy)Scheme (mathematics)Stochastic differential equationApplied mathematicsMathematicsComputer scienceMathematical optimizationMathematical analysis

Chat

Click to start Chat